CME Pit-Traded Corn Future September 2012
Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
599-4 |
599-4 |
0-0 |
0.0% |
592-0 |
High |
604-2 |
595-0 |
-9-2 |
-1.5% |
607-0 |
Low |
599-4 |
587-4 |
-12-0 |
-2.0% |
591-6 |
Close |
601-0 |
590-6 |
-10-2 |
-1.7% |
605-2 |
Range |
4-6 |
7-4 |
2-6 |
57.9% |
15-2 |
ATR |
7-2 |
7-6 |
0-4 |
6.0% |
0-0 |
Volume |
21,893 |
18,506 |
-3,387 |
-15.5% |
118,603 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
613-5 |
609-5 |
594-7 |
|
R3 |
606-1 |
602-1 |
592-6 |
|
R2 |
598-5 |
598-5 |
592-1 |
|
R1 |
594-5 |
594-5 |
591-4 |
592-7 |
PP |
591-1 |
591-1 |
591-1 |
590-2 |
S1 |
587-1 |
587-1 |
590-0 |
585-3 |
S2 |
583-5 |
583-5 |
589-3 |
|
S3 |
576-1 |
579-5 |
588-6 |
|
S4 |
568-5 |
572-1 |
586-5 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
647-1 |
641-3 |
613-5 |
|
R3 |
631-7 |
626-1 |
609-4 |
|
R2 |
616-5 |
616-5 |
608-0 |
|
R1 |
610-7 |
610-7 |
606-5 |
613-6 |
PP |
601-3 |
601-3 |
601-3 |
602-6 |
S1 |
595-5 |
595-5 |
603-7 |
598-4 |
S2 |
586-1 |
586-1 |
602-4 |
|
S3 |
570-7 |
580-3 |
601-0 |
|
S4 |
555-5 |
565-1 |
596-7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
607-0 |
587-4 |
19-4 |
3.3% |
5-1 |
0.9% |
17% |
False |
True |
22,611 |
10 |
607-0 |
585-0 |
22-0 |
3.7% |
7-3 |
1.3% |
26% |
False |
False |
22,681 |
20 |
609-0 |
580-0 |
29-0 |
4.9% |
6-2 |
1.1% |
37% |
False |
False |
18,279 |
40 |
609-0 |
580-0 |
29-0 |
4.9% |
5-6 |
1.0% |
37% |
False |
False |
14,001 |
60 |
618-0 |
569-6 |
48-2 |
8.2% |
5-1 |
0.9% |
44% |
False |
False |
11,177 |
80 |
618-0 |
557-4 |
60-4 |
10.2% |
4-5 |
0.8% |
55% |
False |
False |
8,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
626-7 |
2.618 |
614-5 |
1.618 |
607-1 |
1.000 |
602-4 |
0.618 |
599-5 |
HIGH |
595-0 |
0.618 |
592-1 |
0.500 |
591-2 |
0.382 |
590-3 |
LOW |
587-4 |
0.618 |
582-7 |
1.000 |
580-0 |
1.618 |
575-3 |
2.618 |
567-7 |
4.250 |
555-5 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
591-2 |
597-2 |
PP |
591-1 |
595-1 |
S1 |
590-7 |
592-7 |
|